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CauchyOptionsMaximumLikelihood Property |
Gets or sets a value indicating whether the distribution parameters
should be estimated using maximum likelihood. Default is true.
Namespace: Accord.Statistics.Distributions.Fitting
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
SyntaxRequest Example
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true if the parameters should be estimated by ML; otherwise, false.
Property Value
Type: Booleantrue if the parameters should be estimated by ML; otherwise, false.
Remarks
The Cauchy distribution parameters can be estimated in many ways. One
approach is to use order statistics to derive approximations to the
location and scale parameters by analysis the interquartile range of
the data. The other approach is to use Maximum Likelihood to estimate
the parameters. The MLE does not exists in simple algebraic form, so
it has to be estimated using numeric optimization.
See Also